Anic Equity¶

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Total return since start: 0.562 %¶

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Equity now: -----------------------------> 47707.66 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46312.7 Kr¶

PnL: ---------------------------------------> -575.87 Kr¶

DD now: ---------------------------------> -1.896 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 16:45:48.609685'

Anic Portfolio¶

Today¶

Return: -0.575 %¶

This Week¶

Return: -0.428 %¶

Total¶

Return: 56.183 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.740000 2817.500000 181.500000 6.890000 2636.000010
Beijer Electronics Group 26 -3.240000 3104.400000 133.400000 4.490000 2971.000006
Corem Property Group B 59 -1.300000 624.810000 47.810000 8.290000 576.999999
AcadeMedia 12 0.300000 604.200000 47.200000 8.470000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.130000 396.500000 41.500000 11.690000 355.000000
Boozt 12 0.210000 1692.000000 38.000000 2.300000 1653.999996
Resurs Holding 22 0.800000 608.520000 34.520000 6.010000 573.999998
HMS Networks 2 -1.390000 707.200000 34.200000 5.080000 673.000000
MedCap 2 -2.580000 453.000000 32.000000 7.600000 421.000000
FM Mattsson Mora Group B 50 -0.170000 2955.000000 28.000000 0.960000 2927.000000
SAAB B 8 -0.070000 3400.800000 23.800000 0.700000 3377.000000
Norva24 Group 16 0.000000 564.800000 21.800000 4.010000 543.000000
Intrum 4 0.180000 547.400000 20.400000 3.870000 527.000000
Securitas B 6 1.300000 587.520000 17.520000 3.070000 570.000000
Swedbank A 3 2.030000 580.050000 16.050000 2.850000 564.000000
Eastnine 4 -0.630000 505.600000 14.600000 2.970000 491.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 575.400000 13.400000 2.380000 562.000005
OEM International B 7 -0.900000 539.700000 11.700000 2.220000 527.999997
Coor Service Management Hold. 8 -0.950000 541.600000 9.600000 1.800000 532.000000
Karnov Group 9 0.170000 542.700000 6.700000 1.250000 536.000004
Nordea Bank Abp 29 0.470000 3460.280000 6.280000 0.180000 3453.999992
Samhällsbyggnadsbo. i Norden D 12 0.960000 251.280000 5.280000 2.150000 246.000000
Handelsbanken A 5 0.320000 547.750000 1.750000 0.320000 546.000000
Creaspac SPAC 6 -0.210000 575.400000 -1.600000 -0.280000 577.000002
CTEK 13 -3.250000 519.220000 -14.780000 -2.770000 533.999999
Essity B 2 -0.920000 558.000000 -16.000000 -2.790000 574.000000
Midsona B 63 -0.880000 564.480000 -18.520000 -3.180000 582.999984
Essity A 4 -1.060000 1120.000000 -29.000000 -2.520000 1149.000000
Sampo Oyj SDB 7 -0.640000 3818.500000 -31.500000 -0.820000 3850.000000
International Petroleum Corp. 5 -3.130000 557.000000 -37.570000 -6.320000 594.565215
Vivesto 1368 1.290000 558.690000 -54.310000 -8.860000 612.999432
Axfood 13 -1.560000 3603.600000 -152.400000 -4.060000 3756.000001
OX2 18 -0.630000 1431.000000 -233.000000 -14.000000 1663.999992
Fasadgruppen Group 35 2.100000 3570.000000 -241.000000 -6.320000 3810.999990
Ovzon 52 -2.860000 2828.800000 -533.200000 -15.860000 3361.999992
TOTAL 46312.700000 -575.870000 -1.89643% 46888.564618

Updated:¶

'2023-01-24 16:46:01.276883'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶